I was wondering why Obi-Wan disappeared when Vader struck him so I looked it up. I didn't realize that only certain Jedi had learned to become a spiritual form. Then I read that it started with Qui-Gon Jinn speaking to Yoda and Obi-Wan. I just don't recall that happening in the movies. Did I just miss it or is it in some book?
Since they removed scene from the movie, it was introduced later in the final episodes of Clone Wars, to tie up some loose ends. Final three episodes of that cartoon give answers (and create new questions :) ) about many things.
For movie canon
Qui-Gon does appear, and speaks to Yoda sometime during the events of Revenge of the Sith. This scene where Qui-Gon first talks to Yoda didn't make it to the movies but appears in The Clone Wars.
Here's the official script where Qui-Gon speaks to Yoda.
YODA: Failed to stop the Sith Lord, I have. Still much to learn, there is.
QUI -GON: (V.O.) Patience. You will have time. I did not. When I became one with the Force I made a great discovery. With my training, you will be able to merge with the Force at will. Your physical self will fade away, but you will still retain your consciousness. You will become more powerful than any Sith.
YODA: Eternal consciousness.
QUI-GON: (V.O.) The ability to defy oblivion can be achieved, but only for oneself. It was accomplished by a Shaman of the Whills. It is a state acquired through compassion, not greed.
Here's when Yoda speaks to Obi-Wan at the end of the movie.
YODA: (continuing) Master Kenobi, wait a moment. In your solitude on Tatooine, training I have for you.
YODA: An old friend has learned the path to immortality.
YODA: One who has returned from the netherworld of the Force to train me . . . your old Master, Qui-Gon Jinn.
OBI-WAN: Qui-Gon? But, how could he accomplish this?
YODA: The secret of the Ancient Order of the Whills, he studied. How to commune with him. I will teach you.
OBI-WAN: I will be able to talk with him?
YODA: How to join the Force, he will train you. Your consciousness you will retain, when one with the Force. Even your physical self, perhaps.
We can thus deduce that Obi-Wan talks to Qui-Gon's force spirit after Revenge of the Sith, and before A New Hope.
Obi-Wan and Qui-Gon communicated while Kenobi was in exile:
This is shown in From a Certain Point of View: "Master and Apprentice"
The name is spoken by another. Qui-Gon has been summoned. He draws upon his memories of himself and takes shape, reassembling the form he had last in life.
Later in the story:
"You are afraid," Qui-Gon says..."You seek your center. You need balance."..... "
[Kenobi]: "There may be Imperial stormtroopers waiting for Luke at the Lars farm. If so - " "Then you will rescue him." Qui-Gon smiles.
There is more conversation between the two in the short story, but it's worth reading on your own. This quote is enough to demonstrate that it happens.
Additionally, as shown in the Ahsoka novel, sometime between Revenge of the Sith and A New Hope, Kenobi hears from Qui-Gon. Kenobi goes to apologize to Shmi Skywalker for losing Anakin to the Dark Side and Anakin's [apparent] death. Kenobi becomes depressed and meditates and
"Alone and connected. Aloof and hopelessly entwined. Obi-Wan had only a moment before he was wrenched back into the physical world, but it was long enough to renew his hope. "Obi-Wan," said Qui-Gon Jinn. He was sure the voice was stronger this time. "Let go."